Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (Q413385)
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scientific article; zbMATH DE number 6031000
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 6031000 |
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Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (English)
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4 May 2012
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unbiasedness
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mean squared error
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efficiency
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